Metin, Kivilcim; Muradoglu, Gulnur - In: Istanbul Stock Exchange Review 4 (2000) 13, pp. 17-24
The purpose of this paper is to compare the forecast performance of alternative time series models, namely VAR in levels, stochastic seasonal models (SSM) and error correction models (ECM) at the Istanbul Stock Exchange (ISE). Considering the emerging market characteristic of the ISE, stock...